It is possible. But, with some limitations. You need to understand that many routes pass along dirt roads and off-road, there is always a risk of damaging the car on stones, scratching it with branches, or choosing the wrong speed when driving through the water.
Another aspect is timing. In order to have time to cover the tour program, we adhere to a certain timing. In cases where either the experience of off-road driving is not high, or the car is not designed for driving in the conditions of the Kola off-road, there is a risk of not keeping up with the cars of the organizers.
An exception is an expedition along the Kola Peninsula, where the program already provides participation with your own vehicle.